+61.5%
GNRC vs SCCO
+177.0%
-115.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.7% |
| 30D | -15.7% | -0.7% | -15.0% | -15.9% |
| 3M | -27.3% | +8.1% | -35.4% | -30.2% |
| 6M | -12.1% | +4.1% | -16.2% | -15.0% |
| YTD | +37.1% | +41.1% | -4.0% | +15.0% |
| 1Y | -0.5% | +95.6% | -96.0% | -27.3% |
| 3Y | +61.5% | +179.3% | -117.7% | -7.7% |
| All | +61.5% | +177.0% | -115.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling